getData: Portfolio Data Extractor Functions

In tipdub/ZestFinance: Rmetrics - Portfolio Selection and Optimization - ebook available at www.rmetrics.org

Description

Extracts information from an object of class fPFOLIODATA.

Usage

## S3 method for class 'fPFOLIODATA'
getData(object)
## S3 method for class 'fPFOLIODATA'
getSeries(object)
## S3 method for class 'fPFOLIODATA'
getNAssets(object)
## S3 method for class 'fPFOLIODATA'
getNames(object)

## S3 method for class 'fPFOLIODATA'
getStatistics(object)
## S3 method for class 'fPFOLIODATA'
getMean(object)
## S3 method for class 'fPFOLIODATA'
getCov(object)
## S3 method for class 'fPFOLIODATA'
getMu(object)
## S3 method for class 'fPFOLIODATA'
getSigma(object)
## S3 method for class 'fPFOLIODATA'
getEstimator(object)

## S3 method for class 'fPFOLIODATA'
getTailRisk(object)

Arguments

object

an object of class fPFOLIODATA.

Details

getData	Extracts data slot,
getSeries	Extracts assets series,
getNAssets	Extracts number of assets,
getNames	Extracts names of assets,
getStatistics	Extracts statistics slot,
getMean	Extracs mean vector,
getCov	Extracs covariance matrix,
getMu	Extracs mu vector,
getSigma	Extracs Sigma matrix,
getEstimator	Extracs Sigma matrix,
getTailRisk	Extracts tail risk slot.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## data -
   Data = SMALLCAP.RET
   Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
   Data
   
   # portfolioData - 
   data = portfolioData(Data)
   
   # getData - 
   getData(data)
   getSeries(data)
   getNAssets(data)
   getNames(data)
   
   # getStatistics - 
   getStatistics(data)
   getMean(data)
   getCov(data)
   getMu(data)
   getSigma(data)
   getEstimator(data)
    
   # getTailRisk -
   getTailRisk(data)

tipdub/ZestFinance documentation built on May 31, 2019, 3:37 p.m.